+272.2%
QCOM vs HPQ
+231.8%
+40.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.2% |
| 7D | +4.9% | +3.5% | +1.4% | +3.0% |
| 30D | +9.3% | +13.7% | -4.4% | +2.1% |
| 3M | -7.0% | +33.9% | -40.8% | -20.3% |
| 6M | +32.0% | +80.9% | -48.9% | -4.7% |
| YTD | +5.0% | +52.6% | -47.5% | -17.7% |
| 1Y | +13.6% | +21.2% | -7.7% | -0.6% |
| 3Y | +77.6% | +26.9% | +50.7% | +47.6% |
| 5Y | +38.2% | +41.1% | -2.9% | +8.4% |
| All | +272.2% | +231.8% | +40.3% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded HPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling